Search results
Results From The WOW.Com Content Network
A confidence band is used in statistical analysis to represent the uncertainty in an estimate of a curve or function based on limited or noisy data. Similarly, a prediction band is used to represent the uncertainty about the value of a new data-point on the curve, but subject to noise. Confidence and prediction bands are often used as part of ...
Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.
In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] or (0, 1) in terms of two positive parameters, denoted by alpha (α) and beta (β), that appear as exponents of the variable and its complement to 1, respectively, and control the shape of the distribution.
Least absolute deviations (LAD), also known as least absolute errors (LAE), least absolute residuals (LAR), or least absolute values (LAV), is a statistical optimality criterion and a statistical optimization technique based on minimizing the sum of absolute deviations (also sum of absolute residuals or sum of absolute errors) or the L 1 norm of such values.
Charm is a second-order derivative of the option value, once to price and once to the passage of time. It is also then the derivative of theta with respect to the underlying's price. The mathematical result of the formula for charm (see below) is expressed in delta/year.
An estimation of the CAPM and the security market line (purple) for the Dow Jones Industrial Average over 3 years for monthly data. In finance, the capital asset pricing model ( CAPM) is a model used to determine a theoretically appropriate required rate of return of an asset, to make decisions about adding assets to a well-diversified portfolio .
R is a programming language for statistical computing and data visualization.It has been adopted in the fields of data mining, bioinformatics, and data analysis. [9]The core R language is augmented by a large number of extension packages, containing reusable code, documentation, and sample data.
Basal metabolic rate. Basal metabolic rate ( BMR) is the rate of energy expenditure per unit time by endothermic animals at rest. [ 1] It is reported in energy units per unit time ranging from watt (joule/second) to ml O 2 /min or joule per hour per kg body mass J/ (h·kg). Proper measurement requires a strict set of criteria to be met.